Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47398.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46003.66 Kr¶

PnL: ---------------------------------------> -884.91 Kr¶

DD now: ---------------------------------> -2.532 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:59:15.483986'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

This Week¶

Return: -1.062 %¶

Total¶

Return: 55.189 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.420000 3422.400000 45.400000 1.340000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.330000 393.300000 38.300000 10.790000 355.000000
MedCap 2 -0.650000 458.000000 37.000000 8.790000 421.000000
Corem Property Group B 59 -0.960000 611.240000 34.240000 5.930000 576.999999
Intrum 4 5.850000 561.200000 34.200000 6.490000 527.000000
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Swedbank A 3 -1.420000 571.500000 7.500000 1.330000 564.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Securitas B 6 -0.830000 573.960000 3.960000 0.690000 570.000000
OEM International B 7 -1.170000 531.300000 3.300000 0.630000 527.999997
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
CTEK 13 0.910000 533.910000 -0.090000 -0.020000 533.999999
Creaspac SPAC 6 -0.100000 576.600000 -0.400000 -0.070000 577.000002
Coor Service Management Hold. 8 -0.750000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 -0.830000 535.250000 -10.750000 -1.970000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -1.070000 3431.860000 -22.140000 -0.640000 3453.999992
Essity B 2 -1.430000 551.200000 -22.800000 -3.970000 574.000000
International Petroleum Corp. 5 0.270000 554.000000 -40.570000 -6.820000 594.565215
Beijer Electronics Group 26 -6.790000 2927.600000 -43.400000 -1.460000 2971.000006
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 1.590000 542.000000 -71.000000 -11.580000 612.999432
Sampo Oyj SDB 7 -1.470000 3759.000000 -91.000000 -2.360000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.960000 3506.100000 -249.900000 -6.650000 3756.000001
OX2 18 -0.060000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 1.880000 2813.200000 -548.800000 -16.320000 3361.999992
TOTAL 46009.040000 -879.530000 -2.52082% 46888.564618

Updated:¶

'2023-01-26 09:58:37.334160'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶